Last updated: 2023-03-16.

tf_quant_finance.math.integration.IntegrationMethod

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Specifies which algorithm to use for the numeric integration.

• COMPOSITE_SIMPSONS_RULE: Composite Simpson’s 1/3 rule.

• GAUSS_LEGENDRE: Gauss-Legendre quadrature method.

Class Variables

• COMPOSITE_SIMPSONS_RULE

• GAUSS_LEGENDRE